CSpace  > 应用数学研究所
门限自回归模型参数最小二乘估计的强收敛速度
陈敏; 吴国富
1996
Source Publication系统科学与数学
ISSN1000-0577
Volume016Issue:004Pages:372
Abstract本文在给定门限自回归模型阶数,门限和延迟参数的情况下,证明了一般门限自回归模型数和残差方差的最小二乘估计的强收敛速度为O((loglogn/n)^1/2),ua并证明了残差方差的最小二乘估计具有渐近正态性。
Language英语
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/36691
Collection应用数学研究所
Affiliation中国科学院数学与系统科学研究院
Recommended Citation
GB/T 7714
陈敏,吴国富. 门限自回归模型参数最小二乘估计的强收敛速度[J]. 系统科学与数学,1996,016(004):372.
APA 陈敏,&吴国富.(1996).门限自回归模型参数最小二乘估计的强收敛速度.系统科学与数学,016(004),372.
MLA 陈敏,et al."门限自回归模型参数最小二乘估计的强收敛速度".系统科学与数学 016.004(1996):372.
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